{"product_id":"limit-order-books-9781107163980","title":"Limit Order Books","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eLimit order books and order-driven markets form one of the main fields in market microstructure, an area which has triggered a considerable amount of interest amongst both researchers and market practitioners. This text is devoted to the statistical, mathematical and numerical aspects of limit order books.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eForeword; Preface; Acknowledgements; List of tables; List of figures; 1. A short introduction to limit order books; 2. Statistical properties of limit order books: a survey; 3. The order book shape as a function of the average size of limit orders; 4. Empirical evidence of market making and market taking; 5. Agent-based modelling of limit order books: a survey; 6. The mathematical structure of zero-intelligence limit order book models; 7. The order book as a queueing system; 8. Advanced modelling of limit order books; 9. Numerical simulation of limit order books; 10. Market imperfection and predictability; Appendix A. A catalogue of order types on financial markets; Appendix B. Limit order book data; Appendix C. Some useful mathematical notions; Appendix D. Comparison of various prediction methods; Bibliography; Index.","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":53733978636631,"sku":"9781107163980","price":44.64,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/bookcurl.com\/products\/limit-order-books-9781107163980","provider":"Book Curl","version":"1.0","type":"link"}